Weibull fit 3 parameters

Hi,

I need to fit a series of data points(1000) using a 3 parameter Weibull distribution. Can I get some help?

Thanks

Answer 1

[Torsten]

Use MATLAB's "mle". Therein, supply pdf and cdf of the 3-parameter Weilbull distribution as a custom distribution.

Best wishes

Torsten.

[Isma_gp]

custpdf = @(x,a,b,c) c*a*b*x^(b-1)*exp(-a*x^b);

custcdf = @(x,a,b,c) 1-exp(-a*(x-c)^b);

phat = mle(data, 'pdf', custpdf(data,a,b,c), 'start', 0,'cdf',custcdf)

How do I get the three parameters first in this case?

[Torsten]

I don't understand your question.

You will have to supply a row vector with three elements as "start" in the code above.

Best wishes

Torsten.

[Isma_gp]

The question is how to get the 3 parameters in order to be able to use them with the mle function?

[Torsten]

Which three parameters ?

Give senseful values for a, b and c in the vector "start". After the call to mle, phat will contain the optimal parameters ahat, bhat and chat (deduced from your vector "data").

Best wishes

Torsten.